Although I think they did say that Jecht was a dream of the fayth, if Tidus was a dream, and since Jecht lived in the same world Tidus did (the dream of the fayth), wouldn't the same apply for Jecht.

Chris, I swore Auron said 'bout how he got to ride to the dream of the fayth after you defeated Yunalesca. I think it was because he had made a promise to Jecht to watch over Tidus...at least that's what I remember....'been at least 2 months since I played that game.....

surely its more a metaphysical thing then a physical. what i am saying is tradationaly summon monsters enter battle and your party memebers normaly enters another dimention until the summon has occured. however in ffx they just move to the side i belive. and thus auraon may have just simply alowed himself to enter that dimention which is probibly the song of the faiths